Dependent Variable: D(IHSG)

Method: Least Squares

Date: 05/13/19 Time: 16:02
Sample (adjusted): 2 36
Included observations: 35 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

C -0.006264 0.004143 -1.512201 0.1409

D(KURS) -0.835603 0.193385 -4.320938 0.0002
D(FED_RATE) 0.050193 0.035698 1.406047 0.1700
D(BI_RATE) -0.010391 0.013677 -0.759749 0.4533
RES(-1) -0.419094 0.138223 -3.032013 0.0050

R-squared 0.470732 Mean dependent var -0.008409

Adjusted R-squared 0.400163 S.D. dependent var 0.027076
S.E. of regression 0.020970 Akaike info criterion -4.759860
Sum squared resid 0.013193 Schwarz criterion -4.537668
Log likelihood 88.29756 Hannan-Quinn criter. -4.683159
F-statistic 6.670514 Durbin-Watson stat 1.587867
Prob(F-statistic) 0.000577

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 1.606493 Prob. F(2,28) 0.2185

Obs*R-squared 3.602812 Prob. Chi-Square(2) 0.1651

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 05/13/19 Time: 16:04
Sample: 2 36
Included observations: 35
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

C 0.001117 0.004112 0.271729 0.7878

D(KURS) 0.073981 0.198325 0.373031 0.7119
D(FED_RATE) 0.016394 0.036682 0.446907 0.6584
D(BI_RATE) -0.003679 0.013822 -0.266144 0.7921
RES(-1) -0.339151 0.263137 -1.288876 0.2080
RESID(-1) 0.535894 0.299644 1.788440 0.0845
RESID(-2) 0.138888 0.250228 0.555045 0.5833

R-squared 0.102937 Mean dependent var -6.20E-20

Adjusted R-squared -0.089290 S.D. dependent var 0.019698
S.E. of regression 0.020559 Akaike info criterion -4.754204
Sum squared resid 0.011835 Schwarz criterion -4.443135
Log likelihood 90.19858 Hannan-Quinn criter. -4.646823
F-statistic 0.535498 Durbin-Watson stat 2.099229
Prob(F-statistic) 0.776606